+388.3%
INSM vs NI
+68.9%
+319.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +2.5% | 0.0% | +2.4% | +2.4% |
| 30D | -2.2% | -1.4% | -0.8% | -1.8% |
| 3M | +33.8% | -10.6% | +44.4% | +37.9% |
| 6M | -7.2% | -9.3% | +2.2% | -4.5% |
| YTD | -25.6% | +1.1% | -26.8% | -25.5% |
| 1Y | -11.2% | +3.4% | -14.6% | -11.7% |
| 3Y | +388.3% | +67.9% | +320.5% | +346.6% |
| All | +388.3% | +68.9% | +319.4% | +346.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling